I am interested in applying quantum algorithms to solve finance problems. Is there any material, website or projects that I can start with?
I am interested in applying quantum algorithms to solve finance problems. Is there any material, website or projects that I can start with?
A good starting point might be Qiskit's tutorial on financial use cases. You may also want to check the references therein.
For example, on derivative pricing:
- Quantum Risk Analysis. Woerner, Egger. 2018.
- Option Pricing using Quantum Computers. Stamatopoulos et al. 2019.
On portfolio optimization:
- Improving Variational Quantum Optimization using CVaR. Barkoutsos et al. 2019.
In addition, this paper by Chakrabarti et al. is a decent analysis of the resource requirements for the derivative pricing problem. And the following two review papers are good overviews of the advances in quantum computing for finance:
- Quantum computing for finance: Overview and prospects. OrĂºs et al. 2019.
- Quantum Machine Learning for Finance. Pistoia et al. 2021.
Hopefully that would help!